+87.8%
ZTS vs ECL
+197.5%
-109.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.2% |
| 7D | +5.6% | +2.9% | +2.7% | +3.9% |
| 30D | +12.1% | +7.5% | +4.6% | +8.0% |
| 3M | +11.3% | +12.2% | -1.0% | +4.8% |
| 6M | +14.3% | +24.6% | -10.3% | +1.3% |
| YTD | -31.9% | +18.8% | -50.6% | -37.8% |
| 1Y | -29.3% | +19.3% | -48.6% | -35.6% |
| 3Y | -48.0% | +78.2% | -126.3% | -62.5% |
| 5Y | -58.9% | +38.8% | -97.7% | -66.9% |
| All | +87.8% | +197.5% | -109.8% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling